+60.7%
DAL vs LBRT
-26.4%
+87.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.7% | +9.3% | -1.3% |
| 7D | +4.6% | -34.8% | +39.4% | +14.2% |
| 30D | +2.3% | -43.6% | +45.9% | +15.1% |
| 3M | -8.1% | -41.2% | +33.1% | +1.8% |
| 6M | +21.4% | -66.1% | +87.5% | +50.2% |
| YTD | +24.3% | -37.9% | +62.2% | +30.5% |
| 1Y | +47.4% | -33.9% | +81.3% | +51.7% |
| 3Y | +164.6% | -40.9% | +205.5% | +163.6% |
| 5Y | +100.2% | +2.1% | +98.1% | +62.0% |
| All | +60.7% | -26.4% | +87.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling